Orchimate 1.3.2 /

NGM Elasticia2.0

Orchestra Hub

Account information that will be echoed back.

Average traded price.

ISO 4217 currency code for the trade. Only used outbound, ignored inbound.

Unique identifier of execution message, or "0" for ExecType='I' (Order Status).

Instructions for order handling (separated with spaces).

Identifies the class of SecurityID. Only Marketplace-assigned identifier is allowed in this context.

Market of execution for last fill. ISO 10383 (MIC). Only used outbound, ignored inbound

Trade price of this (last) fill.

Trade quantity of this (last) fill.

Message sequence number.

Next sequence number.

Required for limit orders.

MsgSeqNum of the rejected message.

Security identifier of type specified in SecurityIDSource.

Identifies sender firm (and trader group).

Time of message transmission.

Identifies target firm (and trader group).

Where possible, message to explain reason for rejection

Absence means '0'.

When this order request was created, updated or cancelled.

Method of encryption.

Code to identify reason for order rejection.

Heartbeat interval (seconds).

Identifies sending firm, used when sending messages via a third party.

Quote identifier assigned by the exchange.

Identifies target firm, used when sending messages via a third party.

Bid price. Either BidPx, OfferPx or both must be specified.

Offer price. Either BidPx, OfferPx or both must be specified.

Specifies the open bid size. Specifies the available bid size.

Specifies the available ask size.

Indicates both sides of a FIX session should reset sequence numbers. Absence means 'N'.

Amount of accrued interest the buyer compensates the seller. Applicable for bonds and fixed income.

Unique identifier for Market Data Request.

Requested entry types. Empty list means all entry types.

Entry price.

Entry quantity.

Trade conditions set by exchange. Field added.

Reference to the MDEntryID of this order in the market data.

Marketplace assigned member code. Reveals the buyer when MDEntryType is Bid or Trade and counterparties are not hidden in the security.

Marketplace assigned member code. Reveals the seller when MDEntryType is Offer or Trade and counterparties are not hidden in the security.

Display position of a bid or offer within a price level, numbered from most competitive to least competitive, per market side, beginning with 1. This value is only set when MDUpdateAction is New or Change and only if the value has changed.

All values are mutually exclusive except 'Under observation' and 'Order protection mode' which can appear together with any of the others.

The status of the Quote Status Report.

Identifies the type of quote cancel.

Reason quote was rejected.

Denotes the reason for the Opening Delay or Trading Halt.

Unique request id.

State of the trading session.

The FIX field being referenced.

The MsgType (35) of the FIX message being referenced.

Reason for an Execution Report message sent when communicating an unsolicited cancel.

The value of the business-level "ID" field on the message being referenced.

Code to identify reason for a Business Message Reject message.

Defines the default Price Type used for trading.

Identifies type of message this reject is in response to.

Alternative security identifier of type specified in SecurityAltIDSource.

Identifies the class of SecurityID.

When this trade was booked, if other than TransactTime. Used for manual trade reports and for trade cancellations. Field added.

Transaction type.

In the case of quotes mapped to QuoteID of a single Quote.

Designates the capacity of the firm placing the order. Absence means 'R'.

Restrictions associated with an order.

Identifies the type of quote. Absence means restricted tradeable.